Blocking vs non-blocking, asynchronous vs. synchronous communication

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C#

1) What would be the advantages of using non-blocking sockets over blocking sockets?
2) What would be the advatages of using beginSend/beingReceive with a blocking socket ?

I am building a client-server chat applicaition with blocking sockets ..
now what im trying to grasp would be the advantages of using non-blocking sockets or asyncrounous methods:
- If I use non-blocking i still need to loop threw the message to send it all..So with blocking sockets it would block and maybe not half to loop at all threw the send operaition
- If I use begin send, the endsend blocks until done (so whats the point?) plus in order to check if all the packet was sent i need to check it in the asynccallback method and recursivly call it again if necessary,which seemes like a lot of overhead when as I understand the callback is done on the threadpool so the message would have to wait until a thread is available in order to send it, instead I got a thread looping endlessly and sending messages.
I could see the advantages of using beingSend / beginReceive for the reponsiveness of the program but I can't seem to find a way to return the bytes sent from it ?
It returns IAsyncResual but is there a way to return the bytes that where sent threw the result ?